+449.6%
P vs STLA
-10.8%
+460.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.5% | -11.9% | -15.0% |
| 7D | -31.9% | -5.5% | -26.4% | -30.7% |
| 30D | -36.5% | -3.7% | -32.8% | -36.0% |
| 3M | +11.6% | -21.1% | +32.7% | +18.6% |
| 6M | +25.2% | -38.3% | +63.5% | +42.7% |
| YTD | +39.4% | -59.2% | +98.7% | +76.6% |
| 1Y | -3.7% | -56.7% | +53.0% | +18.2% |
| 3Y | +167.3% | -74.3% | +241.6% | +278.6% |
| 5Y | +237.3% | -70.2% | +307.5% | +337.0% |
| 10Y | +698.6% | +23.4% | +675.3% | +540.3% |
| All | +449.6% | -10.8% | +460.4% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling